Gang-Jin Wang : Citation Profile

Hunan University

22

H index

35

i10 index

1607

Citations

RESEARCH PRODUCTION:

61

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 133
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 371.    Total self citations: 45 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa614
   Updated: 2025-12-13    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Uddin, Gazi (6)

Foglia, Matteo (5)

Zhou, Wei-Xing (4)

Chevallier, Julien (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gang-Jin Wang.

Is cited by:

Ferreira, Paulo (32)

GUPTA, RANGAN (29)

Foglia, Matteo (21)

PEREIRA, EDER JOHNSON DE AREA (19)

Plakandaras, Vasilios (17)

Shahzad, Syed Jawad Hussain (15)

Bouri, Elie (13)

Tiwari, Aviral (13)

Zhou, Wei-Xing (13)

Guangxi, Cao (13)

Krištoufek, Ladislav (12)

Cites to:

Diebold, Francis (106)

Yilmaz, Kamil (93)

Mantegna, Rosario (71)

Bouri, Elie (63)

Zhou, Wei-Xing (53)

lucey, brian (50)

Roubaud, David (47)

GUPTA, RANGAN (37)

Engle, Robert (35)

Shahzad, Syed Jawad Hussain (32)

Wang, Yudong (30)

Main data

Where Gang-Jin Wang has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications10
International Review of Economics & Finance7
International Review of Financial Analysis6
Finance Research Letters6
Research in International Business and Finance4
Journal of International Financial Markets, Institutions and Money4
Quantitative Finance3
Emerging Markets Review3
Mathematical Problems in Engineering2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
Post-Print / HAL2

Recent works citing Gang-Jin Wang (2025 and 2024)

YearTitle of citing document
2024Wykorzystanie PageRank oraz regresji jako dwuetapowej analizy sieci firm Nasdaq w czasie recesji. Wnioski z topologii minimalnego drzewa rozpinającego. (2024). Tomeczek, Artur F ; Napirkowski, Tomasz M. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361239.

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2024TRENDS AND DEVELOPMENTS IN THE USE OF DIGITAL CURRENCY. (2024). Efros, Ecaterina. In: Jean Monnet Chair EU Public Administration Integration and Resilience Studies. RePEc:aic:ejpair:y:2024:v:12:p:17-34.

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2024Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Li, Nan ; Chen, Muzi ; Zheng, Lifen ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19363.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions. (2024). Sua, Lutfu S ; Huang, Jun ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2406.07525.

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2024Longitudinal market structure detection using a dynamic modularity-spectral algorithm. (2024). Schroder, Thomas ; Wirth, Philipp ; Medda, Francesca. In: Papers. RePEc:arx:papers:2407.04500.

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2024Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns. (2024). Babazadeh, Reza ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2409.14510.

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2024Automated Market Making: the case of Pegged Assets. (2024). Guilbert, Julien ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2411.08145.

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2024A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects. (2025). Sefidi, Mahdi Kohan. In: Papers. RePEc:arx:papers:2505.11019.

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2025Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses. (2025). Masoudi, Oday ; Shahbazi, Farhad ; Sharifi, Mohammad. In: Papers. RePEc:arx:papers:2507.23414.

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2025Finding Core Balanced Modules in Statistically Validated Stock Networks. (2025). Qing, Huan ; Xu, Xiaofei. In: Papers. RePEc:arx:papers:2508.04970.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2024SMART CITY INITIATIVES AND ECONOMIC GROWTH IN INDIA: AN EMPIRICAL ANALYSIS. (2024). Tripathi, Sabyasachi ; Chandiramani, Jyoti ; Khan, Arshima. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-10_4.

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2024THE EFFICACY OF TECHNICAL ANALYSIS IN THE FOREIGN EXCHANGE MARKET: A CASE STUDY OF THE USD/JPY PAIR. (2024). Ruxho, Filipos ; Pinheiro, Susana Soares ; Teixeira, Fernando. In: Sustainable Regional Development Scientific Journal. RePEc:bfb:srdjou:2024-10_5.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye. (2024). Akarsu, Gaulsaum ; Berke, Burcu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00456.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Belhassine, Olfa ; Nivoix, Sophie ; Riahi, Montassar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00469.

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2024Uncovering the Dynamics in the Application of Machine learning in Computational Finance: A Bibliometric and Social Network Analysis. (2024). Jasser, Muhammed Basheer ; Al-Qasem, Ismail Ahmed ; Al-Dharhani, Ghassan Saleh ; Hassan, Farrukh ; Alebiosu, David Olayemi ; Gyamfi, Bright Akwasi ; Ajibade, Samuel-Soma M. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-32.

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2024Carbon Neutrality and Sustainable Development: An Empirical Study of Indonesia€™s Renewable Energy Adoption. (2024). Sabbar, Sabbar Dahham ; Djam, Fitriwati ; Agustin, Grisvia ; Paddu, Abdul Hamid ; Abdi, Indraswati Tri ; Sari, Nur Dwiana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-48.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Li, Xuerong ; Xu, Xiaoyue ; Dong, Jichang ; Mi, Anran. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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2025How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Wu, Yan ; Zhu, Xingting ; Yan, Han ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Su, Xianfang ; Chen, Meixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

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2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

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2024How does node centrality in a financial network affect asset price prediction?. (2024). Xu, Yuhong ; Zhao, Xinyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000883.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888.

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2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2025Text Spillover: Measuring connectedness of financial institutions based on news text data. (2025). Klaucke, Konstantin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002328.

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2025A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies. (2025). Kim, Woo Chang ; Choi, Insu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002419.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2025Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks. (2025). Wang, Lei ; Zheng, Xin ; Chen, Tingqiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000440.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2025A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725.

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202410 years of stablecoins: Their impact, what we know, and future research directions. (2024). Urquhart, Andrew ; Dionysopoulos, Lambis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004233.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2024Influential risk spreaders and systemic risk in Chinese financial networks. (2024). Wu, Zhen-Guo ; Li, Sai-Ping ; Yang, Ming-Yuan. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000335.

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2024Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888.

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2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses. (2024). Sua, Lutfu S ; Wang, Haibo ; Alidaee, Bahram ; Ortiz, Jaime ; Huang, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001122.

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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

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2024Coal price shocks, investor sentiment, and stock market returns. (2024). Ding, Zhihua ; Liu, Zhenhua ; Chen, Shumin ; Zhong, Hongyu. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s014098832400327x.

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2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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2024Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis. (2024). Wang, Yuyouting ; Tian, Sihua ; Li, Shaofang ; Gu, Qinen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004833.

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2024Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Ohikhuare, Obaika M ; Yousaf, Imran ; Li, Yanshuang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930.

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2024Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies. (2024). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006121.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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2024Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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More than 100 citations found, this list is not complete...

Works by Gang-Jin Wang:

YearTitleTypeCited
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]		paper6
2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 6		article
2016Joint multifractal analysis based on wavelet leaders In: Papers.
[Full Text][Citation analysis]		paper4
2017Stock market as temporal network In: Papers.
[Full Text][Citation analysis]		paper34
2018Stock market as temporal network.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 34		article
2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper7
2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2020Sector connectedness in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper17
2022Sector connectedness in the Chinese stock markets.(2022) In: Empirical Economics.
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This paper has nother version. Agregated cites: 17		article
2020Predicting tail events in a RIA-EVT-Copula framework In: Papers.
[Full Text][Citation analysis]		paper1
2022Predicting tail events in a RIA-EVT-Copula framework.(2022) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 1		article
2021Community detection and portfolio optimization In: Papers.
[Full Text][Citation analysis]		paper1
2019Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market In: International Review of Finance.
[Full Text][Citation analysis]		article3
2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2021BP-CVaR: A novel model of estimating CVaR with back propagation algorithm In: Economics Letters.
[Full Text][Citation analysis]		article2
2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
[Full Text][Citation analysis]		article26
2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective In: Emerging Markets Review.
[Full Text][Citation analysis]		article11
2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries In: Emerging Markets Review.
[Full Text][Citation analysis]		article17
2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
[Full Text][Citation analysis]		article70
2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article209
2023Forecasting global stock market volatilities in an uncertain world In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article36
2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
2024Systemic risk prediction using machine learning: Does network connectedness help prediction? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article50
2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
[Full Text][Citation analysis]		article52
2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article119
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2024Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China In: Global Finance Journal.
[Full Text][Citation analysis]		article15
2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article42
2022Bearish Vs Bullish risk network: A Eurozone financial system analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article14
2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article22
2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2020Volatility connectedness in global foreign exchange markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article56
2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article45
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article42
2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article32
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article37
2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2019Forecasting SMEs credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach In: International Journal of Production Economics.
[Full Text][Citation analysis]		article40
2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article44
2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article22
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2023Systemic risk propagation in the Eurozone: A multilayer network approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article11
2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2024Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article71
2022Multilayer network analysis of investor sentiment and stock returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article21
2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2023Forecasting stock market volatility under parameter and model uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2024Interconnectedness between Islamic and conventional banks: a multilayer network view In: International Journal of Islamic and Middle Eastern Finance and Management.
[Full Text][Citation analysis]		article1
2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
[Full Text][Citation analysis]		article21
2014Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article7
2016The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing In: Advances in Mathematical Physics.
[Full Text][Citation analysis]		article0
2014A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets In: Journal of Applied Mathematics.
[Full Text][Citation analysis]		article0
2014Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article5
2015Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article1
2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
[Full Text][Citation analysis]		article82
2020Business conditions, uncertainty shocks and Bitcoin returns In: Evolutionary and Institutional Economics Review.
[Full Text][Citation analysis]		article4
2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article30
2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article129
2021Multilayer information spillover networks: measuring interconnectedness of financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article26

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